機率(英文班)
Probability
學期
112-2
學分
3
學分
當期課號
515005
永久課號
EEEC10007
開課單位
電機共同課程
授課教師
高榮鴻
校區
光復
類別
必修
上課時間表
| 節 | 週二 | 週五 |
|---|---|---|
2 09:00–09:50 | 機率(英文班) ED103 | |
5 13:20–14:10 | 機率(英文班) ED103 2 節連堂 | |
6 14:20–15:10 |
* 根據陽明交大上課時間表所列
概述
Teach the theory and applications of calculus-based probability theory. Applications of probability theory include but are not limited to wireless communication systems, computer networking, and machine learning.
先修科目
calculus, linear algebra, and computer programming (such as C/C++, Python, or Matlab for homework).
教學方式
Lectures. Office hour: Friday, 10am-10:50am.
評分方式
Homework and in-class performance: 20% Midterm Exam: 40% Final Exam: 40%
課程大綱
- Sample Space and Probability
- Discrete Random Variables
- Continuous and General Random Variables
- Further Topics on Random Variables
- Limit Theorems:
- An Introduction to Discrete-Time Markov Chains
週次計畫
| 週次 | 主題 |
|---|---|
| 第 1 週 | Chapter 1: sample space and probability, conditional probability and independenceChapter 2: discrete random variables, probability mass function |
| 第 2 週 | Chapter 2: functions of random variables, expectation and variance |
| 第 3 週 | Chapter 2: joint PMF, conditioning independence |
| 第 4 週 | Chapter 3: continuous random variables, cumulative distribution functions, probability density functions. |
| 第 5 週 | Chapter 3: Normal/Gaussian random variables. |
| 第 6 週 | Chapter 3: joint PDFs of multiple random variables, conditioning for continuous random variables. |
| 第 7 週 | Chapter 3: The continuous Bayes' rules |
| 第 8 週 | Midterm Exam |
| 第 9 週 | Chapter 4 (4.1 and 4.2): Derived distributions, covariance and correlation |
| 第 10 週 | Chapter 4 (4.4): Transforms |
| 第 11 週 | Chapter 4 (4.3): conditional expectation and variance as random variables |
| 第 12 週 | Chapter 4 (4.5): Sum of a random number of independent random variables |
| 第 13 週 | Chapter 5: Markov and Chebyshev inequalities, The weak law of large numbers, Convergence in probability. |
| 第 14 週 | Chapter 5: Central limit theorem, the strong law of large numbers. |
| 第 15 週 | Chapter 7 (7.1 and 7.3): Discrete-time Markov chains |
| 第 16 週 | Chapter 7: Final exam |
| 第 17 週 | Chapter 7 and selected topics |
| 第 18 週 | Chapter 7 and selected topics |
教科書
Introduction to Probability, 2nd Edition, D. P. Bertsekas and J. N. Ysitsiklis, Athena Scientific, 2008.
Office Hours
- 地點
- ED730
- 時間
- 5CD
- 聯絡方式
- Email: gaurunghung@nycu.edu.tw